Trading Metrics calculated at close of trading on 30-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2010 |
30-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
10,805 |
10,825 |
20 |
0.2% |
10,662 |
High |
10,857 |
10,879 |
22 |
0.2% |
10,894 |
Low |
10,800 |
10,805 |
5 |
0.0% |
10,617 |
Close |
10,829 |
10,854 |
25 |
0.2% |
10,798 |
Range |
57 |
74 |
17 |
29.8% |
277 |
ATR |
104 |
102 |
-2 |
-2.1% |
0 |
Volume |
128,354 |
83,141 |
-45,213 |
-35.2% |
621,172 |
|
Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,068 |
11,035 |
10,895 |
|
R3 |
10,994 |
10,961 |
10,874 |
|
R2 |
10,920 |
10,920 |
10,868 |
|
R1 |
10,887 |
10,887 |
10,861 |
10,904 |
PP |
10,846 |
10,846 |
10,846 |
10,854 |
S1 |
10,813 |
10,813 |
10,847 |
10,830 |
S2 |
10,772 |
10,772 |
10,841 |
|
S3 |
10,698 |
10,739 |
10,834 |
|
S4 |
10,624 |
10,665 |
10,813 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,601 |
11,476 |
10,950 |
|
R3 |
11,324 |
11,199 |
10,874 |
|
R2 |
11,047 |
11,047 |
10,849 |
|
R1 |
10,922 |
10,922 |
10,824 |
10,985 |
PP |
10,770 |
10,770 |
10,770 |
10,801 |
S1 |
10,645 |
10,645 |
10,773 |
10,708 |
S2 |
10,493 |
10,493 |
10,747 |
|
S3 |
10,216 |
10,368 |
10,722 |
|
S4 |
9,939 |
10,091 |
10,646 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,894 |
10,753 |
141 |
1.3% |
83 |
0.8% |
72% |
False |
False |
117,535 |
10 |
10,894 |
10,616 |
278 |
2.6% |
96 |
0.9% |
86% |
False |
False |
115,849 |
20 |
10,894 |
10,290 |
604 |
5.6% |
94 |
0.9% |
93% |
False |
False |
71,337 |
40 |
10,894 |
9,731 |
1,163 |
10.7% |
119 |
1.1% |
97% |
False |
False |
35,789 |
60 |
10,894 |
9,731 |
1,163 |
10.7% |
124 |
1.1% |
97% |
False |
False |
23,892 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,194 |
2.618 |
11,073 |
1.618 |
10,999 |
1.000 |
10,953 |
0.618 |
10,925 |
HIGH |
10,879 |
0.618 |
10,851 |
0.500 |
10,842 |
0.382 |
10,833 |
LOW |
10,805 |
0.618 |
10,759 |
1.000 |
10,731 |
1.618 |
10,685 |
2.618 |
10,611 |
4.250 |
10,491 |
|
|
Fisher Pivots for day following 30-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
10,850 |
10,841 |
PP |
10,846 |
10,829 |
S1 |
10,842 |
10,816 |
|